-18.4%
TSCO vs ROL
-1.4%
-17.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.3% |
| 30D | -4.4% | -6.6% | +2.3% | -2.7% |
| 3M | +9.7% | -27.3% | +37.0% | +19.0% |
| 6M | -32.4% | -38.1% | +5.7% | -23.0% |
| YTD | -31.7% | -41.8% | +10.1% | -21.1% |
| 1Y | -41.3% | -37.8% | -3.5% | -33.8% |
| All | -18.4% | -1.4% | -17.0% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling